+101.7%
FFIV vs RBA
+64.0%
+37.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.9% | +0.6% | -3.6% | -3.1% |
| 30D | -32.4% | +9.0% | -41.4% | -34.1% |
| 3M | -22.7% | +7.2% | -29.9% | -24.4% |
| 6M | -10.7% | -7.8% | -2.9% | -9.7% |
| YTD | +25.4% | -6.4% | +31.7% | +25.6% |
| 1Y | +34.2% | -4.2% | +38.3% | +33.2% |
| All | +101.7% | +64.0% | +37.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling